Market Risk Model Validation

Market Risk MV Model Validation, Model Development (Market Risk): 4-8 years of experience. - Proven experience in market risk, risk modeling or model validation. Assess the model's conceptual soundness and methodology. Models - Value at Risk, Counterparty Risk Exposure models, Pricing of plain vanilla and exotic derivatives, FVA, PVA, IPV, Pricing of Credit...

Key Responsibilities: - Validate models in accordance with client’s model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment. Communicate results via formal model validation reports, as well as presentations to model owners and senior management. Evaluate model performance...

Key Responsibilities: -Validate models in accordance with client’s model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment.Communicate results via formal model validation reports, as well as presentations to model owners and senior management.Evaluate model performance monitoring...

Key Responsibilities: -Validate models in accordance with client’s model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment.Communicate results via formal model validation reports, as well as presentations to model owners and senior management.Evaluate model performance monitoring...

1. Backtest & re-calibrate each model designed and developed by the business, hence a thoroughunderstanding of model development under Basel & IFRS norms is critical.2. Choose adequate model outcome analysis techniques such as:a. Model estimates vs realized values (e.g. back-testing for some models);b. Stability of model outcomes;c. Benchmarking: model...

1. Backtest & re-calibrate each model designed and developed by the business, hence a thoroughunderstanding of model development under Basel & IFRS norms is critical.2. Choose adequate model outcome analysis techniques such as:a. Model estimates vs realized values (e.g. back-testing for some models);b. Stability of model outcomes;c. Benchmarking: model...

Description DWS Group (DWS) is one of the world's leading asset managers with EUR 841bn of assets under management (as of 31 March 2023). Building on more than 60 years of experience, it has a reputation for excellence in Germany, Europe, the Americas and Asia. DWS is recognised by clients globally as a trusted source for integrated investment...

The Model Validation team is responsible for Model Risk Management for Bread Financial Models and Bank Models for the entire organization. Members of this team work with teams across the business (Marketing, Pricing, finance, etc.) that build the models to understand and validate the methodology. The Model Validation, Manager is a key member of the Model...

The Model Validation team is responsible for Model Risk Management for Bread Financial Models and Bank Models for the entire organization. Members of this team work with teams across the business (Marketing, Pricing, finance, etc.) that build the models to understand and validate the methodology. The Model Validation, Manager is a key member of the Model...

Role Responsibilities Support GMV senior manager in performing an independent validation of new and existing models that are used in risk management, capital calculation, stress testing etc. Qualitative review of model development process including underlying assumptions & theoretical basis. Quantitative assessment of model performance via data...

The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm. RISK BUSINESS The Risk Business identifies, monitors, evaluates, and manages the firm’s financial and non-financial risks in support of the firm’s Risk Appetite Statement and the firm’s strategic plan....

Northern Trust - Model Validation (2-8 years) Northern Trust, Bangalore: Model Risk Management general supervision (but works independently most of the time) responsible for performing a variety of moderately complex risk analytics and/or capital allocation framework activities for the Corporation. Resolves moderately complex issues in advanced data...

You are a strategic thinker passionate about driving solutions in Finance. You have found the right team. As a Valuation Control professional in our Corporate sector, you will spend each day defining, refining and delivering set goals for our firm The Valuation Control Group (VCG) is an independent group within Finance whose primary responsibility is to...

Minimum 2 Years’ experience in Model Development - Knowledge of Logistic Regression, Decision Tree - Experience in Programming languages R/Python Knowledge of Logistic Regression, Decision Tree is a must - Should have developed risk/collection models using R/Python - Experience of designing and implementing machine learning algorithms is a plus -...

Experience - 3+ years - Understand market risk methodologies and regulations ( Basel - IMA, FRTB etc. ) - Possess knowhow of financial product and technical/statistical tools such as R, Python etc. - Have strong modelling, project management and soft skills. - Having prior experience of 3+ years in development/validation. **Job Types**: Full-time, Regular /...

The Risk Modeling Team is part of the Consumer Banking Risk Management function. This team is responsible to build machine learning models, and develop prototypes that promote data-driven strategies and solutions for the clients.In this role, you'll have the opportunity to use your experience with advanced machine learning modeling to design, build and...

**JOB DESCRIPTION** As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and communities. Our culture in...

RESPONSIBILITIES Strategy The Senior Manager, Model Risk System, will support the team and colleagues in their role of managing and improving model risk systems to internal / external stakeholders by: Supporting model risk systems stakeholders across all stages of the model risk lifecycle and all model families in the group. Delivering and...

The Risk Modeling Team is part of the Consumer Banking Risk Management function. This team is responsible to build machine learning models, and develop prototypes that promote data-driven strategies and solutions for the clients.  In this role, you'll have the opportunity to use your experience with advanced machine learning modeling to design, build and...

Description - External Some Careers grow faster than others. If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be. HSBC is one of the largest banking and financial services organisations in the world, with operations in 64 countries and territories. We aim to be where the growth is,...